In this paper, a multivariable self-tuning controller with a proportional plus integral plus derivative (PID) structure is derived. The algorithm features a combination of the self-tuning property, in which the controller parameters are tuned automatically on-line, and also the structure of a multivariable PID controller, making it more favourable for use in industry. The algorithm is applied to a microcomputer based multi-input multi-output (MIMO) furnace. Some experiments are conducted to observe the ability of the controller in the temperature control of MIMO furnace under set-point changes and its relative robustness as compared with a fixed-tuned multivariable PID (FTMPID) controller. The experimental results prove that the controller is capable of giving a good control result for the process.